+1,145.9%
DELL vs AGG
-2.6%
+1,148.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.0% | +12.0% |
| 7D | +8.2% | -1.1% | +9.3% | +8.5% |
| 30D | +17.1% | -1.1% | +18.2% | +17.5% |
| 3M | +45.2% | -1.9% | +47.1% | +45.8% |
| 6M | +286.8% | -1.7% | +288.5% | +288.3% |
| YTD | +354.8% | -1.3% | +356.1% | +356.6% |
| 1Y | +358.3% | -0.7% | +359.0% | +360.1% |
| 3Y | +724.9% | +12.5% | +712.4% | +714.2% |
| All | +1,145.9% | -2.6% | +1,148.5% | +941.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling